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2 Answers
2

Yes, I don't want to work in SQLCMD mode all the time
It suits you but not me

Irritating:

Enabling SQLCMD mode turns off IntelliSense and the Transact-SQL debugger in the Database Engine Query Editor.

Dangerous?

When executed from the command line, the sqlcmd utility permits full interaction with the operating system. When you use the Query Editor in SQLCMD Mode, you must be careful not to execute interactive statements. The Query Editor cannot respond to operating system prompts.

I would only be wary about the way that people start using it as an alternative to Dynamic SQL. I see people use SQLCmd variables $(somevar) instead of using SQL variables @somevar, which can hurt queries somewhat. But on the whole, there are plenty of good things about SQLCmd mode, and if you're pointing out the odd drawback like this, then I'd suggest you should be fine recommending it.